You might need to activate one of the composers. The default composer should be activated, but perhaps it got deactivated by you? Give that a check.
Sorry for being lazy, havent been looking into the documentation, is there a tutorial on adding another embed plugin for some video sites?
Yup, we have lots... youtube embed, vimeo, soundcloud... take your pick!
Just search "embed" in the plugins ACP page.
There's no tutorial for making one, but it's pretty simple to take an existing one and modify it to your needs.
What video site did you have in mind?